+95.6%
EMR vs TLN
+583.6%
-488.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | +1.0% |
| 7D | -1.5% | +7.1% | -8.6% | -2.8% |
| 30D | -5.6% | -3.9% | -1.7% | -5.1% |
| 3M | +7.9% | -16.2% | +24.1% | +10.9% |
| 6M | +6.0% | -5.8% | +11.8% | +6.3% |
| YTD | +16.4% | -15.4% | +31.9% | +18.1% |
| 1Y | +16.6% | -16.7% | +33.3% | +18.1% |
| 3Y | +62.9% | +473.8% | -410.9% | +12.5% |
| All | +95.6% | +583.6% | -488.0% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling